Nonlinear semiparametric autoregressive model with finite mixtures of scale mixtures of skew normal innovations (Q5034164)
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scientific article; zbMATH DE number 7480914
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonlinear semiparametric autoregressive model with finite mixtures of scale mixtures of skew normal innovations |
scientific article; zbMATH DE number 7480914 |
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Nonlinear semiparametric autoregressive model with finite mixtures of scale mixtures of skew normal innovations (English)
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24 February 2022
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EM algorithm
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nonlinear autoregressive models
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scale mixtures of skew normal distributions
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sEMiparametric estimation
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mixture models
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